Voicemail problem on new iPhone

I just got a new i-Phone 3G (my first i-phone, and a gift from my husband) and I can't seem to access my voicemail messages. When I press the voicemail icon, there is usually no response whatsoever.

Occasionally, voicemail is called and messages may or may not be played. Sometimes there is a message that voicemail is not available (or something like that). Sometimes it automatically starts dialing the number of the person who left the message.

I have set up my voicemail system, and people have called me and been able to leave messages - I just cannot consistently retrieve them, and I don't know why! I checked the print material that came with the phone and cannot find anything that addresses this problem. I have had other types of cell phones and never had trouble with voicemail before.

My husband has never used an i-phone, so he is no help. Any suggestions would be greatly appreciated! THANKS!!

Was this an upgrade from a different device or a new contract purchase. You may need to call your Service provider and have them reset your voicmail box or if you switched deviced, add the correct voicemail feature. I had a Blackberry Bold and moved to the iPhone just recently and I had the same issues. When I called AT&T they advised that I had the incorrect voicemail feature/setup.